<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Monthly Interest Rates</title>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
<link rel="stylesheet" type="text/css" href="R.css" />
</head><body>

<table width="100%" summary="page for Irates"><tr><td>Irates</td><td style="text-align: right;">R Documentation</td></tr></table>

<h2>Monthly Interest Rates </h2>

<h3>Description</h3>

<p>monthly observations from 1946&ndash;12 to 1991&ndash;02
</p>
<p><em>number of observations</em> :  531
</p>
<p><em>observation</em> :  country
</p>
<p><em>country</em> :  United&ndash;States
</p>


<h3>Usage</h3>

<pre>data(Irates)</pre>


<h3>Format</h3>

<p>A time series containing :
</p>

<dl>
<dt>r1</dt><dd><p>interest rate for a maturity of 1 months  (% per year). </p>
</dd>
<dt>r2</dt><dd><p>interest rate for a maturity of 2 months  (% per year). </p>
</dd>
<dt>r3</dt><dd><p>interest rate for a maturity of 3 months  (% per year). </p>
</dd>
<dt>r5</dt><dd><p>interest rate for a maturity of 5 months  (% per year). </p>
</dd>
<dt>r6</dt><dd><p>interest rate for a maturity of 6 months  (% per year). </p>
</dd>
<dt>r11</dt><dd><p>interest rate for a maturity of 11 months  (% per year). </p>
</dd>
<dt>r12</dt><dd><p>interest rate for a maturity of 12 months  (% per year). </p>
</dd>
<dt>r36</dt><dd><p>interest rate for a maturity of 36 months  (% per year). </p>
</dd>
<dt>r60</dt><dd><p>interest rate for a maturity of 60 months  (% per year). </p>
</dd>
<dt>r120</dt><dd><p>interest rate for a maturity of 120 months  (% per year). </p>
</dd>
</dl>



<h3>Source</h3>

<p>McCulloch, J.H.  and  H.C.  Kwon (1993) <em>U.S. term structure data, 1947&ndash;1991</em>, Ohio State Working Paper 93-6, Ohio State University, Columbus.
</p>


<h3>References</h3>

<p>Verbeek, Marno (2004) <em>A Guide to Modern Econometrics</em>, John Wiley and Sons, chapter 8.
</p>


<h3>See Also</h3>

<p><code>Index.Source</code>, <code>Index.Economics</code>, <code>Index.Econometrics</code>, <code>Index.Observations</code>,
</p>
<p><code>Index.Time.Series</code></p>


</body></html>
